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Symphonies
A Better "LETF minimum drawdown" V1 | DJKeyhole
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aim: beat the S&P 500 with smaller deep losses. Uses leveraged stock ETFs in uptrends, then flips to Treasuries, the U.S. dollar, volatility funds, or inverse ETFs when stress rises. Signals use recent drops, trend, and overbought/oversold cues.
NutHow it works
The portfolio splits into 4 sleeves: (1) Times the S&P 500 using recent worst drop (“drawdown”) and trend (moving averages). (2) Buys tech/Nasdaq dips with 3x funds, or shifts to bear funds/safe havens in sell‑offs. (3) A hedge that moves among volatility funds (VIX), the U.S. dollar, and short‑term Treasuries. (4) A small oil tilt. Moving average = avg price; drawdown = worst recent drop; RSI (0–100) flags overbought/oversold.
CheckmarkValue prop
Risk-managed, multi-sleeve strategy that complements the S&P. With ~0.92 beta and out-of-sample Sharpe ~0.86, Calmar ~0.71, it adds diversification and risk control to seek steadier risk-adjusted upside vs. the index.

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Invest in this strategy
OOS Start Date
Oct 6, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs, tactical timing, trend & mean reversion, volatility/dollar/treasury hedge, risk management
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toIEO, EPI, UUP, DBO, EFA, SSO, UVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.81%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.